\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &      -0.293&       0.775&       2.685&       0.682&      -1.838&       1.545&       1.028&       0.334&       0.491\\
                &     (0.415)&     (1.032)&     (0.816)&     (0.766)&     (7.974)&     (0.926)&     (0.491)&     (1.169)&     (0.560)\\
[1em]
Neg. Fwd CIP Ret.&     -0.0653&     -0.0332&     -0.0450&     -0.0915&     -0.0491&     -0.0744&      0.0116&      -0.114&     -0.0542\\
                &    (0.0389)&    (0.0792)&    (0.0376)&    (0.0480)&    (0.0201)&    (0.0725)&     (0.174)&    (0.0836)&    (0.0210)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.046&       0.047&       0.055&       0.054&       0.013&       0.005&       0.101&       0.079&            \\
H1 p-value      &       0.062&       0.939&       0.027&       0.838&       0.702&       0.348&       0.387&       0.754&       0.943\\
KZ p-value      &       0.000&       0.600&       0.204&       0.070&       0.000&       0.042&       0.076&       0.750&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
